DAX Index Future March 2016

Trading Metrics calculated at close of trading on 24-Feb-2016

Day Change Summary
	Previous	Current
	23-Feb-2016	24-Feb-2016	Change	Change %	Previous Week
Open	9,495.0	9,378.0	-117.0	-1.2%	9,262.0
High	9,534.0	9,425.0	-109.0	-1.1%	9,548.5
Low	9,394.0	9,120.5	-273.5	-2.9%	9,072.0
Close	9,424.0	9,149.0	-275.0	-2.9%	9,362.5
Range	140.0	304.5	164.5	117.5%	476.5
ATR	265.0	267.8	2.8	1.1%	0.0
Volume	132,785	111,188	-21,597	-16.3%	380,879

Daily Pivots for day following 24-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,145.0	9,951.5	9,316.5
R3	9,840.5	9,647.0	9,232.7
R2	9,536.0	9,536.0	9,204.8
R1	9,342.5	9,342.5	9,176.9	9,287.0
PP	9,231.5	9,231.5	9,231.5	9,203.8
S1	9,038.0	9,038.0	9,121.1	8,982.5
S2	8,927.0	8,927.0	9,093.2
S3	8,622.5	8,733.5	9,065.3
S4	8,318.0	8,429.0	8,981.5

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,757.2	10,536.3	9,624.6
R3	10,280.7	10,059.8	9,493.5
R2	9,804.2	9,804.2	9,449.9
R1	9,583.3	9,583.3	9,406.2	9,693.8
PP	9,327.7	9,327.7	9,327.7	9,382.9
S1	9,106.8	9,106.8	9,318.8	9,217.3
S2	8,851.2	8,851.2	9,275.1
S3	8,374.7	8,630.3	9,231.5
S4	7,898.2	8,153.8	9,100.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,586.0	9,120.5	465.5	5.1%	192.1	2.1%	6%	False	True	102,350
10	9,586.0	8,690.5	895.5	9.8%	211.0	2.3%	51%	False	False	106,405
20	9,923.5	8,690.5	1,233.0	13.5%	241.3	2.6%	37%	False	False	120,506
40	10,886.0	8,690.5	2,195.5	24.0%	253.4	2.8%	21%	False	False	117,322
60	11,439.0	8,690.5	2,748.5	30.0%	255.7	2.8%	17%	False	False	89,243
80	11,439.0	8,690.5	2,748.5	30.0%	235.3	2.6%	17%	False	False	67,260
100	11,439.0	8,690.5	2,748.5	30.0%	224.3	2.5%	17%	False	False	54,008
120	11,439.0	8,690.5	2,748.5	30.0%	218.8	2.4%	17%	False	False	45,039

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28.5
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	10,719.1
2.618	10,222.2
1.618	9,917.7
1.000	9,729.5
0.618	9,613.2
HIGH	9,425.0
0.618	9,308.7
0.500	9,272.8
0.382	9,236.8
LOW	9,120.5
0.618	8,932.3
1.000	8,816.0
1.618	8,627.8
2.618	8,323.3
4.250	7,826.4

Fisher Pivots for day following 24-Feb-2016
Pivot	1 day	3 day
R1	9,272.8	9,353.3
PP	9,231.5	9,285.2
S1	9,190.3	9,217.1

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These figures are updated between 7pm and 10pm EST after a trading day.

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